Pricing and Hedging Swaps. Paul Miron, Philip Swannell

Pricing and Hedging Swaps



Download Pricing and Hedging Swaps



Pricing and Hedging Swaps Paul Miron, Philip Swannell ebook pdf
Publisher: Euromoney Pub.
Language: English
Page: 264
ISBN: 185564052X, 9781855640528

This book explains both the basic and advanced principles of pricing swaps and their hedge applications. Chapters describe pricing methods, swaps valuation, dealing with interest rate exposure, developing trading strategies and their application in portfolio management. Lucid clearly structured with extensive use of worked examples.



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